-53.2%
S vs BR
+17.2%
-70.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +2.8% |
| 7D | -7.7% | -5.3% | -2.4% | -4.0% |
| 30D | -5.3% | +6.4% | -11.8% | -9.7% |
| 3M | +20.3% | +13.6% | +6.6% | +8.7% |
| 6M | +47.4% | -6.7% | +54.1% | +54.0% |
| YTD | +32.5% | -21.1% | +53.6% | +57.0% |
| 1Y | +9.5% | -29.6% | +39.1% | +41.6% |
| 3Y | +15.5% | -2.4% | +17.9% | +10.4% |
| 5Y | -71.2% | +11.2% | -82.5% | -78.1% |
| All | -53.2% | +17.2% | -70.4% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling